Please think about adding some instructions there.
Do you mean instructions for playing the sound? The "Listen to the letters" link works for me, it pops up a window with three links and it plays the sound (a voice verbally says the captcha code). Nothing to do, it just works, so I don't know what instructions anyone would need. It must be the configuration on your computer, perhaps you have configured it to deny pop-up windows? Could be anything, I don't know. Also, I am using the SMF forum software, straight from the box. I have not built the software, I am just using it, and I don't want to mess with it other than what is possible in the administrator's configuration menu's.